I'm so sorry you had to experience this. In order for a harrassment claim to be filed, you'll typically have to report
it three times...
As far as how to deal with the situation, I have a script!!!
"Excuse me, I'm sorry you are so upset. You seem to be having trouble controling yourself. I will not allow you to talk to me or my family that way. If you would like to have a calm and rational conversation at a later date, we can discuss your concerns; if you prefer to stand here and continue to yell, I can call the police. Either way, right now, I am shutting this door. Have a nice day.
" *shut and lock door.*
Verbal assaults like this are a little beyond the normal scope, I would just go down to the police station, so that you don't have to have them come out to your house, then ask to talk to an officer to file a complaint/report. If it would be more comfortable, you can also call the non-emergency number and request to have an officer meet you at a more comfortable location, so you're not on their "turf" and vise versa.
I would also be very clear that your daughter can NOT play out of earshot of you. "Mommy is worried about the scary neighbor and some of the things she said, so I want to be able to see and hear you at all times."